rc_matrices.txt
Creators:
Roxana Chiriac
;
Valeri Voev
From the dataset abstract
This paper proposes a methodology for dynamic modelling and forecasting of realized covariance matrices based on fractionally integrated processes. The approach allows for flexible...
Source: Modelling and forecasting multivariate realized volatility (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/b3388aee-85bf-4438-bcdf-ffeac368b6f8/resource/6ac5f3a6-ac38-4286-9a1f-37926095cf82/download/rc_matrices.txt |
| Last updated | November 16, 2022 |
| Created | November 16, 2022 |
